← positive_eps_streak (all companies) · ED (all signals) · all methodology
positive_eps_streak on CONSOLIDATED EDISON INC (ED)
SIC 4931 — Electric & Other Services Combined · CIK 1047862 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on ED
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -1.89% | -1.04% | -0.21% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | +2.61% | +4.34% | +13.28% | +9.84% | +21.01% |
| FY2023 | 2024-02-15 | 2024-02-15 | -1.02% | -0.33% | +0.82% | +10.68% | +11.74% |
| FY2022 | 2023-02-16 | 2023-02-16 | +1.73% | -0.44% | +4.33% | +7.44% | -0.96% |
| FY2021 | 2022-02-17 | 2022-02-17 | +3.88% | +5.51% | +8.90% | +16.69% | +17.78% |
| FY2020 | 2021-02-18 | 2021-02-18 | -2.63% | -4.10% | +3.14% | +12.78% | +20.44% |
| FY2019 | 2020-02-20 | 2020-02-20 | -4.65% | -12.04% | -15.32% | -24.82% | -24.88% |
| FY2018 | 2019-02-21 | 2019-02-21 | +2.63% | +3.06% | +5.49% | +9.62% | +16.60% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.86% | +0.67% | +0.44% | -0.62% | +6.13% |
| FY2016 | 2017-02-16 | 2017-02-16 | -1.06% | +3.12% | +3.22% | +8.09% | +8.32% |
| FY2015 | 2016-02-18 | 2016-02-18 | -0.62% | +1.60% | +5.85% | +4.64% | +8.04% |
| FY2014 | 2015-02-19 | 2015-02-19 | -1.62% | -2.69% | -6.11% | -5.14% | +13.86% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.83% | +1.37% | -5.12% | -0.68% | +21.27% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.88% | +2.79% | +2.63% | +6.97% | +0.51% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.